{"entities":{"Q5410814":{"pageid":7440388,"ns":120,"title":"Item:Q5410814","lastrevid":96150869,"modified":"2026-06-05T10:32:22Z","type":"item","id":"Q5410814","labels":{"en":{"language":"en","value":"On dependence of volatility on return for stochastic volatility models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6286609"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$B7D13F2F-F80F-4898-B6BF-40189CB88F9B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5ebb9e2097b12012d6daf25461e1f6468c39053a","datavalue":{"value":{"text":"On dependence of volatility on return for stochastic volatility models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5410814$FBE89D76-7192-4E31-83FD-A5E5BD448046","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d538de8c1173a02efa183b12dbeaa9190e3231fb","datavalue":{"value":"1284.91559","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5410814$1FC77EA5-4965-42AD-BF1B-08743F94E251","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"36d9041377cc8168ca0de233e097ecbc823bb2b3","datavalue":{"value":"10.1080/17442508.2012.673616","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5410814$AFB402C8-30DA-4C8D-880C-323B2249CC88","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5a5480338eca8ba17b1ffcc5e24f9cc9cbcf489c","datavalue":{"value":{"entity-type":"item","numeric-id":3062810,"id":"Q3062810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$3BD06EB7-B032-4A00-8788-CC740602296E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0771385f3ecbe022930e3dfcc18a1371b6b74e0a","datavalue":{"value":{"entity-type":"item","numeric-id":504620,"id":"Q504620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$C2F627C5-317D-4C83-BC2E-B2BEF9A564F2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c20d2ae93fa09cfa3e78277b2988172df46f2640","datavalue":{"value":{"entity-type":"item","numeric-id":2803409,"id":"Q2803409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$BE236814-D4F5-484A-B312-1E60AB24EB3E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"917fada71637274496414c0db1f1ea24808cf8dd","datavalue":{"value":{"time":"+2014-04-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5410814$0F3AFCDA-808F-4E55-B491-F04B747A1815","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fea6b2062f1e2b6ebfd4a8f2a8cc70b6a9827ab9","datavalue":{"value":"https://arxiv.org/abs/1009.5129","type":"string"},"datatype":"url"},"type":"statement","id":"Q5410814$8E485EDE-604A-4404-BD2F-5A01162A1137","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5410814$17905E9A-CBCC-4C34-9EFE-99D88B44F9FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5410814$2FBEEE7F-8928-4EEC-8F80-00EFEC1752C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5410814$92812116-1A6B-40A8-8AD6-DBCC647F0B41","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"80dd4124f6b149722f20d1de57d9174cf816c8c4","datavalue":{"value":"6286609","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5410814$1AEB8664-E1E6-4697-99A7-10E24DFC91EE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5410814$C480C924-E8CD-47CD-A5CC-5A23133EC97C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00a6f1229ea76564fc27edc7ddd8d080f49170d1","datavalue":{"value":"Heston model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5410814$18DCCD5B-D30B-41DD-BBE8-0C07C55EA095","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4222b1d4af962a0206ba726b1a14d0ab556f9773","datavalue":{"value":"conditional expectation of stochastic variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q5410814$B8DD190E-5850-4FA2-88B8-C4A92CDB2E6A","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"142d83bf784d7bf0698879748baa54d916785c21","datavalue":{"value":{"entity-type":"item","numeric-id":13976,"id":"Q13976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$A58B7DEF-6EB6-448F-8512-83FDA56AFEBD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$EDFE900E-34F0-49D3-9C83-D05EA1C7E289","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f36d8f4fdb815c9da330bc86b464caaa3962bdf5","datavalue":{"value":"W2011697872","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5410814$E699CF76-A39B-4964-B87A-591F846D3CAE","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"690d2e2fa3c40e1612ad82748583fec22cea8345","datavalue":{"value":{"entity-type":"item","numeric-id":5558293,"id":"Q5558293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$8558E50D-B5C6-48E9-9822-A6B225EA29F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7887c354726628c86cd7a2173b1906e31417be50","datavalue":{"value":{"entity-type":"item","numeric-id":3636495,"id":"Q3636495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$B6BAFAE2-49C7-4B71-B800-2539A9E4F9A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba3dc79e7f4ad5f26c60664a7da76a4be51feb41","datavalue":{"value":{"entity-type":"item","numeric-id":3402176,"id":"Q3402176"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$869D6E5B-1DA9-40C8-8368-5EF18754AD10","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b989f602a061453ee748e1a165aea672e56742c7","datavalue":{"value":{"entity-type":"item","numeric-id":5478316,"id":"Q5478316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$EF76F5B7-44C1-43DF-B0C3-D84B99B86DB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6cac717054e0ce6e909ee1b62c4a05cc5852461c","datavalue":{"value":{"entity-type":"item","numeric-id":3377476,"id":"Q3377476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$3F401F59-678D-48C8-AF16-18E4FEB2BE78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"962f47d5bf43e064c9590cf2d603c5ddef80d455","datavalue":{"value":{"entity-type":"item","numeric-id":1425484,"id":"Q1425484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$5D923BD6-C547-413D-8272-987AF4F6D614","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8046c34bc381da7eedbc1f314a166b8488bdca23","datavalue":{"value":{"entity-type":"item","numeric-id":2649707,"id":"Q2649707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$3850E4B0-1056-4894-92B5-6DBF82DF8092","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$0B38165F-F55F-4CD7-81ED-B7079B18C3A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aaa6e701c6c6f1fe40e9b20060657659b0e9f5bb","datavalue":{"value":{"entity-type":"item","numeric-id":857097,"id":"Q857097"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$99793008-2050-462E-9A9C-6107BA7DD953","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de0eb93cdb45009519f2f72c5d39c799b670084c","datavalue":{"value":{"entity-type":"item","numeric-id":3576957,"id":"Q3576957"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$093C08E1-4571-4DE7-A9E7-43F590CC65CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$A78D49DF-15A4-49F4-A953-FC96CD50CDCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"37bc5078851a38a747327365c44623a43c63666f","datavalue":{"value":{"entity-type":"item","numeric-id":2513162,"id":"Q2513162"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$02DA7205-4691-41D6-A6FD-5AC3A7B2FBDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"838692340ccc07ebd98a78eb1fb3daa01b856c85","datavalue":{"value":{"entity-type":"item","numeric-id":2513236,"id":"Q2513236"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$BA5E76EA-4CA5-463D-AC4A-3CD6F467A9B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"645d286752b552b295e1b308bc805ef14abfd54a","datavalue":{"value":{"entity-type":"item","numeric-id":1850396,"id":"Q1850396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$29DA8693-40B1-426B-A12C-2B937D3455F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"15ca4ab016ae487ea95fce2d5805fa7d74a18171","datavalue":{"value":{"entity-type":"item","numeric-id":4943153,"id":"Q4943153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$767EC607-61AC-4FBC-8B1B-71353DBAEF91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf909cf9b78355b076ee13da895702aa697de086","datavalue":{"value":{"entity-type":"item","numeric-id":5374083,"id":"Q5374083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5410814$9A7ABB09-9F81-4161-B93E-CE503B0839B7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c11e54d34bbd3b6c2aaaca2fef6e54be3c59c0b5","datavalue":{"value":{"entity-type":"item","numeric-id":4647229,"id":"Q4647229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dc231d7e93cc03731d99b0e96dd38bbe56d748e2","datavalue":{"value":{"amount":"+0.7815186977386475","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5410814$4B5F2215-9A57-4E32-8474-7CFB1D91BACE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6bf80120d4e86b938ea28c54c36f2d2b97c50052","datavalue":{"value":{"entity-type":"item","numeric-id":1959682,"id":"Q1959682"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e4f1c4ff5d9962899a9f43f8b122ef47142ab7e9","datavalue":{"value":{"amount":"+0.748582124710083","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5410814$4F1B0FC1-5637-484B-A725-DCBC14266238","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f1d59ffc9150a60e52cebc4b4cfda257dab72010","datavalue":{"value":{"entity-type":"item","numeric-id":5312583,"id":"Q5312583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"43bed580c780d337b8dfb29af6eb42b62c8720f5","datavalue":{"value":{"amount":"+0.7347859740257263","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5410814$1FE8F6A4-02CF-4077-97C6-8AE94E39027E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"65d7407b6809e0376bd73aac23a1e41e58bd4056","datavalue":{"value":{"entity-type":"item","numeric-id":3119588,"id":"Q3119588"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f8f73c23a62b7ce77a49ffc3b4b1976b930dde4f","datavalue":{"value":{"amount":"+0.7308656573295593","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5410814$DB4251AE-FD73-4EF4-8FE8-DBD209DD7217","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bc27d85da118a61744343cb94ec4b22b18a98c25","datavalue":{"value":{"entity-type":"item","numeric-id":4989150,"id":"Q4989150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"69585260a3012c8452d014e1f47eb5e550bdbeec","datavalue":{"value":{"amount":"+0.7296101450920105","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5410814$4AC1D747-F007-4420-BED7-02A9950EFA3E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On dependence of volatility on return for stochastic volatility models","badges":[]}}}}}